The installer is a Windows .exe file, which uses Lin'n'Win, and installs Puppy to your Windows system, to be tried, and used just like any other Puppy, but without the worry that you'll mess something up!
It can be uninstalled just like any other software, in the usual way, via Control Panel/Add-Remove Programs

It utilises grub4dos to bring up a new bootscreen offering the choice;
Boot Windows, or
Boot Puppy

Although I have downloaded a few of those Puppy exe type installers, I had never used one since I was lazy ad did not read any further than you could use them to recover old PCs for redistribution. So I mistakenly assumed that any OS that existed on the PC would be over written by the installer.
That was my bad.
But the only candidate I have has Win7 64 bit on it and until it is out of warranty, I will not disturb the hard drive.
They seem to frown on one installing a second OS on the hard drive and can use it as an excuse to not honor the warranty if something goes wrong.
I have had my share of those with one PC having a flakey hard drive that showed write errors according to the windows logs and another with a bad clock chip that lost time on a regular basis.
Both of those PCs were replaced under warranty.